Hello,
this means that the Expert Advisor checks for the entry conditions right after the bar is opened. If they are true (if they allow the trade) the Expert Advisor will execute the trade. Now, many strategies (old fashioned) are based on the close of the bar/candle. The traders use it as a confirmation for the break of the line. In Forex bar closing of one mar and bar opening of the next one are very similar prices(most of the time few ticks difference).
Hope that makes it clearer.